Senior Actuary, ALM

  • 36613
  • Life - Actuarial
  • |
  • Hong Kong
  • |
  • Jan 15, 2020
  • Drive the ALM strategy, includes performing regular Strategic Asset Allocation, reviews, proposing Tactical Asset Allocation ranges and ensuring optimized accounting treatment for ALM effectiveness.
  • Lead the team on the production, validation and interpretation of all financial metrics generated from the ALM model.
  • Ownership of ALM model.
  • Recommend ALM model methodology.
  • Lead the production and monitoring of regular ALM metrics.
  • Work dynamically with EC Regulatory Capital and team to optimize SAA decisions.
  • Work with investment, finance and risk teams on SAA recommendation.
  • Producing, validating and interpreting analytics for investment and ALM initiatives.
  • Qualified actuary with extensive experience in life insurance companies or consultancy firms.
  • Good understanding and experience of actuarial valuation processes and modelling.
  • Prior ALM experience and familiarity with the ALS model.
  • Experience of Solvency II, knowledge of IFRS17 and Hong Kong local regulatory solvency requirements.
  • Good understanding of participating in universal life products.
  • Strong interpersonal skills with proven ability of planning and problem solving.
  • Ability to work effectively under pressure with competing and rapidly changing priorities.
  • Ability to develop cohesive working relationships with internal/external stakeholders.
  • Ability to bring analytical rigour and structure and effective solutions to poorly defined problems
  • Highly effective communication and interpersonal skills, with excellent relationship building and senior stakeholder management skills.
  • High levels of energy and enthusiasm, with the ability to influence, engage and lead in a positive and inspiring manner.
  • Strong communication skills applicable through multiple channels whether through written, spoken, workshops or presentations.
  • University degree holder in relevant discipline.
  • Fellow of Society of Actuaries or other recognised actuarial body.
  • Ability to understand and translate Change Delivery objectives and aligning directions accordingly.
  • Ambitious about providing the highest standards of delivery.
  • Driven to set stretching goals for self and delivering them with courage and tenacity.
  • Mobilise projects by authentically engaging with team, colleagues and business partners to deliver at pace.
  • Sustaining projects by making considered decisions that protect and enhance company values, reputation and business.